Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing

Marta Giampietro, Massimo Guidolin*, Manuela Pedio

*Corresponding author for this work

Research output: Contribution to journalArticle (Academic Journal)peer-review

13 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing'. Together they form a unique fingerprint.

Social Sciences

Economics, Econometrics and Finance